Recent content by blink231

I have given up on trading the SPI and trade now mainly the european markets ... but just out of curiosity. I was just wondering whether there are still any full time SPI intraday traders left. If you happen to be one could you please reply to this thread.

Couldn't agree more. Though I could still successfully trade the SPI until a few weeks back. The "grinding" has always been a problem. But what has been bad just got a whole lot worse recently. Now the contract indeed seems to be finally completely dead. Time to move on to better pastures.

Following graph shows SPI 10day MA intraday range since 2010. We've been that low before. However interestingly volatility seems to quickly shoot back up once we have reached these low levels. This is obviously related to world events ... so maybe I am just reading something from this chart that...

Many thanks for your charts. Not sure why the thread got closed (censored). There is some algorithm in there that quotes at a much tighter spread than what the "old" index arb bots were doing. If I remember right index arb had a 4-5 point spread so the bots were quoting outside of that ...

Was just wondering whether anybody has any insights on what's happening to the SPI. It just looks as if the market structure has changed a lot recently. There is hardly any flow let alone any intraday volatility left. Either somebody big has left the field or some pricing advantage is chocking...